Donaldson struck in each half to guide the Blades to a third win in a row – even though the former Birmingham frontman’s goals were the first scored by the Championship new-boys away from home this season.
Sunderland, who have won just one of their opening six league games and have lost three in a row, pulled one back in stoppage time through Jack Rodwell’s header but they now sit just a point above the relegation zone on another afternoon they will want to forget.
Black Cats fans chanted ‘you’re not fit to wear the shirt’ and ‘are you watching Ellis Short’ at the players and the club’s owner, as manager Simon Grayson was left frustrated in the dug-out.
Grayson – who has spent just B£1.25m since taking over on 10 new players – must have hoped the introduction of deadline-day signings Jonny Williams and Marc Wilson to the starting line-up would have the desired effect on his team after back-to-back defeats to Barnsley and Leeds.
Despite the evident energy of Williams, eager to impress on his home bow after moving from Crystal Palace, Sunderland never got going and struggled to create things as well as being nervous at the back.
Neither side created anything of note until the opening goal. That arrived on 21 minutes when Wilson, signed from Bournemouth, must have wanted the ground to eat him up.
The defender, asked to play as one of three centre-backs, gave Donaldson far too much space to cut inside and then the Blades’ most recent signing dispatched a low drive in off the near post.
Sunderland goalkeeper Robbin Ruiter should have done better and that opener led to a period of nervousness at the back, with Sheffield United doing enough to worry the hosts regularly without scoring a second.
Ruiter tipped a looping Donaldson header over the bar just after the half-hour before the Dutch shot-stopper had to be on hand to hold a curling effort from Mark Duffy.
Sunderland struggled to create anything at the other end because of a lack of movement. On the one occasion they did threaten in the opening period James Vaughan volleyed a Lewis Grabban cross wide from 12 yards.
Sunderland introduced John O’Shea for Lamine Kone at the back for the second half and in a further sign of how Chris Wilder’s men frustrated Sunderland, striker Vaughan was replaced on the hour to make way for another debutant, Callum McManaman, while there were boos towards midfielder Rodwell from some Sunderland fans.
Things went from bad to worse in the closing stages when United added their second, substitute David Brooks sending Donaldson in behind the defence to fire a terrific finish inside the top left corner.
Despite a couple of late moves forward, which resulted in Rodwell nodding beyond Blackman from McManaman’s cross, Sunderland could not find a way back.